Strategies#

RollingFutureStrategy

Class implementing rolling future strategies potentially rolled over multiple days.

RollingFutureFXHedged

Deprecated class for an FX-aware version of RollingFutureStrategy.

RollingFutureFXHedgedStrategy

An FX-aware version of RollingFutureStrategy, maintaining proper foreign cash end exposure positions through maintaining thresholds and rebalancing accordingly.

DynamicRollingFuture

Deprecated class implementing a dynamic rolling future strategy.

DynamicRollingFutureStrategy

Class implementing a dynamic rolling future strategy.